Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$320M |
| 2 |
Banco Santander
SAN
|
+$176M |
| 3 |
AT&T
T
|
+$171M |
| 4 |
Ford
F
|
+$95.9M |
| 5 |
Cisco
CSCO
|
+$87M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Santander
BSBR
|
+$187M |
| 2 |
Union Pacific
UNP
|
+$98.1M |
| 3 |
URS
URS CORP
URS
|
+$96.4M |
| 4 |
SUNE
SUNEDISON, INC COM
SUNE
|
+$67.9M |
| 5 |
Avis
CAR
|
+$66.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.07% |
| 2 | Industrials | 13.39% |
| 3 | Technology | 11.08% |
| 4 | Energy | 9.38% |
| 5 | Consumer Discretionary | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3126
QCR Holdings
QCRH
$1.69B
| $512K | ﹤0.01% |
28,382
+3,172
| +13% | +$56.7K |
|
3127
CKX Lands
CKX
| $508K | ﹤0.01% |
31,261
+233
| +0.8% | +$3.7K |
|
3128
Elbit Systems
ESLT
$37.9B
| $508K | ﹤0.01% |
8,358
+3,995
| +92% | +$238K |
|
3129
StealthGas
GASS
$332M
| $505K | ﹤0.01% |
+80,082
| New | +$589K |
|
|
PTVCA
3130
DELISTED
Protective Insurance Corporation Class A Common Stock
PTVCA
| $505K | ﹤0.01% |
21,043
+340
| +2% | +$8.15K |
|
|
KNM
3131
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
| $504K | ﹤0.01% |
26,915
| – | – |
|
3132
Security National Financial
SNFCA
$244M
| $498K | ﹤0.01% |
159,100
+35,552
| +29% | +$97.5K |
|
3133
Federal Agricultural Mortgage Class A
AGM.A
$1.67B
| $495K | ﹤0.01% |
21,796
| – | – |
|
|
RDIB
3134
Reading International Class B
RDIB
| $495K | ﹤0.01% |
38,048
| – | – |
|
3135
Rayonier Advanced Materials
RYAM
$604M
| $490K | ﹤0.01% |
21,990
+18,031
| +455% | +$477K |
|
3136
Stantec
STN
$8.04B
| $478K | ﹤0.01% |
17,424
+11,540
| +196% | +$343K |
|
3137
Gildan
GIL
$10.3B
| $475K | ﹤0.01% |
16,800
+1,400
| +9% | +$39.9K |
|
3138
AtriCure
ATRC
$1.92B
| $473K | ﹤0.01% |
23,675
-2,733
| -10% | -$46.9K |
|
|
UBOH
3139
DELISTED
United Bancshares Inc/OH
UBOH
| $473K | ﹤0.01% |
32,236
+1,034
| +3% | +$15.2K |
|
3140
Radiant Logistics
RLGT
$386M
| $471K | ﹤0.01% |
111,269
+70,553
| +173% | +$277K |
|
3141
Molson Coors Class A
TAP.A
$7.73B
| $465K | ﹤0.01% |
4,890
| – | – |
|
|
ADNC
3142
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
| $461K | ﹤0.01% |
104,752
-14,186
| -12% | -$68.3K |
|
|
EVBS
3143
DELISTED
Eastern Virginia Bankshares In
EVBS
| $460K | ﹤0.01% |
71,137
+2,506
| +4% | +$15.7K |
|
|
WAC
3144
DELISTED
Walter Investment Mgt Corp
WAC
| $457K | ﹤0.01% |
27,674
+27,497
| +15,535% | +$531K |
|
|
MICR
3145
DELISTED
Micron Solutions, Inc.
MICR
| $452K | ﹤0.01% |
58,665
+1,404
| +2% | +$9.64K |
|
|
AEY
3146
DELISTED
ADDvantage Technologies Group
AEY
| $451K | ﹤0.01% |
18,499
-638
| -3% | -$15.8K |
|
3147
ORIX
IX
$44B
| $450K | ﹤0.01% |
35,995
| – | – |
|
|
DWCH
3148
DELISTED
Datawatch Corp
DWCH
| $442K | ﹤0.01% |
49,176
-2,361
| -5% | -$22.8K |
|
|
CEL
3149
DELISTED
Cellcom Israel, Ltd.
CEL
| $438K | ﹤0.01% |
50,623
+3,500
| +7% | +$34.2K |
|
|
ATE
3150
DELISTED
Advantest Corp
ATE
| $438K | ﹤0.01% |
35,096
| – | – |
|
Similar funds
Dimensional Fund Advisors's Q4 2014 Portfolio in Review
As of Q4 2014, Dimensional Fund Advisors held 3,615 positions worth $152B, up 7.9% from $141B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.
Dimensional Fund Advisors deployed $5.68B of net new capital in Q4 2014, opening 70 new positions and adding to 2,264 existing holdings. Its largest new stake was Avid Technology Inc: 2,313,849 shares worth $32.9M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was Santander, an estimated $187M trimmed.
- Dimensional Fund Advisors's largest Q4 2014 buy was Avid Technology Inc: 2,313,849 shares worth $32.9M.
- Dimensional Fund Advisors added most to ExxonMobil in Q4 2014, an estimated $320M increase.
- Dimensional Fund Advisors's biggest Q4 2014 reduction was Santander, cutting an estimated $187M.
- Dimensional Fund Advisors fully exited URS CORP in Q4 2014, selling an estimated $96.4M.
- Dimensional Fund Advisors's ten largest holdings make up 8.9% of its $152B portfolio in Q4 2014.
- Dimensional Fund Advisors opened 70 new positions and closed 98 in Q4 2014.
- Dimensional Fund Advisors's portfolio value rose 7.9% quarter-over-quarter to $152B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2014, filed 6 Feb 2015.